| Good and bad variance premia and expected returns M Kilic, I Shaliastovich Management Science 65 (6), 2522-2544, 2019 | 176 | 2019 |
| Gold, platinum, and expected stock returns D Huang, M Kilic Journal of Financial Economics 132 (3), 50-75, 2019 | 165 | 2019 |
| Risk, unemployment, and the stock market: A rare-event-based explanation of labor market volatility M Kilic, JA Wachter The Review of Financial Studies 31 (12), 4762-4814, 2018 | 94 | 2018 |
| Insensitive Investors C Charles, C Frydman, M Kilic Journal of Finance 79 (4), 2473-2503, 2024 | 54 | 2024 |
| Learning, slowly unfolding disasters, and asset prices M Ghaderi, M Kilic, SB Seo Journal of Financial Economics 143 (1), 527-549, 2022 | 39 | 2022 |
| The Cross-Section of Investment and Profitability: Implications for Asset Pricing M Kilic, L Yang, MB Zhang Journal of Financial Economics 145 (3), 706-724, 2022 | 20* | 2022 |
| Why do rational investors like variance at the peak of a crisis? A learning-based explanation M Ghaderi, M Kilic, SB Seo Journal of Monetary Economics 142, 103513, 2024 | 9 | 2024 |
| Investing in Misallocation M Kilic, S Tuzel Available at SSRN 4464542, 2025 | 4 | 2025 |
| Risk and Risk-Free Rates M Kilic, Z Zhang, A Zotov Available at SSRN 4780149, 2024 | 4 | 2024 |
| Leverage Risk and Investment: The Case of Gold Clauses in the 1930s J Gomes, M Kilic, S Plante Available at SSRN 3342943, 2019 | 4 | 2019 |
| The factor cost channel of interest rate transmission M Kilic, Z Zhang Available at SSRN 4580523, 2023 | 2 | 2023 |
| Beyond Firm Characteristics: Forecaster Heterogeneity Explains a Large Portion of Over and Underreaction C Antoniou, C Frydman, M Kilic Available at SSRN 5501818, 2025 | 1 | 2025 |
| The Fed Put and Bank Risk-Taking Evidence from the Loan Book X An, J Harren, S Hegde, M Kilic, R Ramcharan FRB of Philadelphia Working Paper, 2025 | | 2025 |
| The Fed and the Wall Street Put J Harren, M Kilic, Z Zhang Available at SSRN 5115009, 2025 | | 2025 |
Cary FrydmanAssociate Professor of Finance and Business Economics, USC Marshall School of BusinessVerified email at marshall.usc.edu
